Mgr. Josef Kurka

I am a Ph.D. student at the Institute of Economic Studies, Charles University (IES FSV UK). I am completing my Ph.D. research under the supervision of doc. PhDr. Jozef Baruník, Ph.D. I concentrate my research on asset pricing, effects of various sources of risks with heterogeneous persistence, connectedness on financial markets, and time-variability of asset pricing relationships. I have published in the Finance Research Letters.

Monographs

Chapters in monographs

Articles

• Kurka J. (2019). Do cryptocurrencies and traditional asset classes influence each other?. Finance Research Letters, 31(December), 38-46. UT-WOS link
• Baruník J., & Kurka J. (2024). Risks of heterogeneously persistent higher moments. International Review of Financial Analysis, 96(November 2024), UT-WOS link

Contributions in the conference proceedings

JEM005 - Advanced Econometrics

JEM059 - Financial Econometrics I

As a PhD candidate, I primarily supervise Bachelor theses. You are encouraged to select your Master
thesis supervisor from the current IES faculty. If you still want me to supervise your Master's
thesis, contact me via email. I will supervise only theses written in English and LaTeX.

I encourage students to come up with topics regarding asset pricing, financial time-series econometrics, sports results predicting and related areas.

Asset pricing, Heterogeneously persistent risks, Time-varying predictability, Higher moment risks, Predicting sport outcomes